+2,800.8%
PGR vs BNS
+1,486.6%
+1,314.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +4.9% | +3.5% | +1.5% | +2.9% |
| 3M | +7.6% | +14.1% | -6.4% | +0.2% |
| 6M | +8.3% | +33.8% | -25.5% | -7.1% |
| YTD | +1.7% | +29.5% | -27.7% | -11.5% |
| 1Y | -6.8% | +48.4% | -55.3% | -24.4% |
| 3Y | +73.4% | +129.6% | -56.2% | +11.3% |
| 5Y | +161.2% | +96.1% | +65.1% | +78.6% |
| 10Y | +819.5% | +186.2% | +633.3% | +389.6% |
| All | +2,800.8% | +1,486.6% | +1,314.2% | +491.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling